| Metric | eth.2_ | ETHUSD |
|---|---|---|
| Time in Market | 49.0% | 100.0% |
| Cumulative Return | 343.41% | 4.73% |
| Max Drawdown | -23.64% | -55.09% |
| Sharpe | 0.78 | 0.18 |
| Sortino | 1.22 | 0.25 |
| Payoff Ratio | 1.17 | 1.14 |
| Profit Factor | 1.22 | 1.03 |
| Common Sense Ratio | 1.6 | 1.02 |
| CPC Index | 0.72 | 0.59 |
| Tail Ratio | 1.31 | 0.99 |
| Outlier Win Ratio | 13.95 | 3.69 |
| Outlier Loss Ratio | 5.49 | 3.86 |
| Volatility (ann.) | 19.08% | 33.09% |
| R^2 | 0.4 | 0.4 |
| Calmar | 2.93 | 0.03 |
| Skew | 1.19 | 0.23 |
| Kurtosis | 27.1 | 9.41 |
| Expected Daily % | 0.04% | 0.0% |
| Expected Monthly % | 4.35% | 0.13% |
| Expected Yearly % | 45.11% | 1.16% |
| Kelly Criterion | 7.52% | 6.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.6% | -2.83% |
| Expected Shortfall (cVaR) | -1.6% | -2.83% |
| Year | ETHUSD | eth.2_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -33.51 | 4.66 | -0.14 | + |
| 2023 | 91.16 | 85.61 | 0.94 | - |
| 2024 | 45.75 | 123.05 | 2.69 | + |
| 2025 | -43.47 | 2.33 | -0.05 | + |
| Metric | eth.2_ | ETHUSD |
|---|---|---|
| MTD | -7.64% | -15.82% |
| 3M | 2.31% | -43.48% |
| 6M | 41.52% | -28.47% |
| YTD | 2.33% | -43.47% |
| 1Y | 110.5% | -46.2% |
| 3Y (ann.) | 69.17% | 1.64% |
| 5Y (ann.) | 69.17% | 1.64% |
| Metric | eth.2_ | ETHUSD |
|---|---|---|
| Max Drawdown | -23.64% | -55.09% |
| Longest DD Days | 122.0 | 381.0 |
| Avg. Drawdown | -4.18% | -10.85% |
| Avg. Drawdown Days | 13.0 | 42.0 |
| Recovery Factor | 14.52 | 0.09 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-16 | 2022-06-25 | -23.64 | 9 |
| 2022-06-26 | 2022-09-27 | -19.37 | 92 |
| 2024-12-06 | 2025-01-24 | -18.07 | 48 |
| 2025-01-24 | 2025-03-28 | -17.29 | 63 |
| 2022-11-12 | 2023-02-02 | -14.60 | 81 |
| 2023-05-06 | 2023-06-22 | -13.69 | 47 |
| 2023-02-04 | 2023-02-16 | -12.35 | 11 |
| 2024-02-09 | 2024-03-21 | -11.79 | 40 |
| 2024-04-01 | 2024-05-20 | -10.43 | 49 |
| 2023-06-23 | 2023-10-23 | -9.23 | 122 |
| Metric | eth.2_ | ETHUSD |
|---|---|---|
| Best Day | 11.51% | 16.51% |
| Worst Day | -9.93% | -14.0% |
| Best Week | 21.95% | 25.43% |
| Worst Week | -11.02% | -34.61% |
| Best Month | 32.63% | 56.93% |
| Worst Month | -7.64% | -44.86% |
| Best Year | 123.05% | 91.16% |
| Worst Year | 2.33% | -43.47% |
| Avg. Up Day | 0.93% | 1.15% |
| Avg. Down Day | -0.8% | -1.01% |
| Avg. Up Week | 5.17% | 6.96% |
| Avg. Down Week | -2.78% | -6.59% |
| Avg. Up Month | 10.75% | 16.85% |
| Avg. Down Month | -3.82% | -14.51% |
| Win Days % | 50.18% | 50.06% |
| Win Month % | 63.64% | 51.43% |
| Win Week % | 58.93% | 50.99% |
| Win Quarter % | 83.33% | 50.0% |
| Win Year % | 100.0% | 50.0% |